-23.1%
BA vs WM
+62.1%
-85.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -0.1% | +4.5% | -4.6% | -0.9% |
| 30D | -9.1% | +16.1% | -25.2% | -11.3% |
| 3M | -28.2% | +8.0% | -36.2% | -29.1% |
| 6M | -23.1% | +8.4% | -31.5% | -24.4% |
| YTD | -20.6% | +11.2% | -31.8% | -22.3% |
| 1Y | -12.7% | +22.3% | -35.0% | -16.6% |
| 3Y | -11.6% | +50.2% | -61.8% | -22.5% |
| 5Y | -23.1% | +63.3% | -86.4% | -36.1% |
| All | -23.1% | +62.1% | -85.2% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling